-51.7%
BIDU vs RY
+351.1%
-402.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.8% |
| 7D | -4.6% | +0.6% | -5.1% | -4.9% |
| 30D | -4.5% | +5.0% | -9.6% | -7.8% |
| 3M | -25.4% | -5.3% | -20.0% | -22.6% |
| 6M | -48.1% | +13.8% | -61.9% | -52.8% |
| YTD | -40.2% | +21.0% | -61.1% | -47.8% |
| 1Y | -35.2% | +40.5% | -75.7% | -49.0% |
| 3Y | -27.1% | +159.7% | -186.8% | -63.3% |
| 5Y | -54.2% | +124.3% | -178.5% | -74.3% |
| All | -51.7% | +351.1% | -402.8% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling